General Autoregressive Models with Long-Memory Noise
| Year of publication: |
2002
|
|---|---|
| Authors: | Boutahar, Mohamed |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 5.2002, 3, p. 321-333
|
| Publisher: |
Springer |
| Subject: | fractional Brownian motion | general autoregressive model | least-squares estimator | long-memory process | multiple Wiener–Itô integral | standard Brownian motion | stochastic integral |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005391489